An input issue (unexpected EditBox) when using DataGrid in MFC window

We are using WPF DataGrid in a MFC window. The DataGrid is implemented as a table for displaying and editing data (MultiBinding is used) in an User Control. The User Control is embedded in a typical MFC window and we passed all the Dialog Inputs
to the User Control ( DLGC_WANTALLKEYS). Then we noticed the following input issue:

When we edit a cell's value and hit "Enter", usually it will select the next cell in the same column automatically (This is also what we've expected), but sometime it will show an empty EditBox in the next cell in the same column. And the
focus is in the EditBox. This is very annoying since the behavoir is not consistent. And even worse, when MultiBinding is used for that column, if we use mouse to hit some other area in the DataGrid, it will show the following exception related
with Binding. Has anybody encountered the similar issue before? and Any ideas on resolving it? Thanks.